Interactive statistical computer program for multiple non-linear curves fitting using stochastic algorithms

Abstract

An interactive computer program for multiple nonlinear curves fitting has been developed in this work. Several optimization algorithms have been implemented in this software for solving constrained and unconstrained nonlinear optimization models in order to evaluate and best-estimate the concerning and desired suggested mathematical model parameters. Two categories of algorithms have been used in this work. The first category is random and stochastic mathematical methods (nondeterministic methods) such as the simulated annealing and the adaptive simulated annealing. The second category is the direct search methods (deterministic methods) such as Hook-Jeeves pattern search, Fletcher and Reeves conjugate gradient and steepest descent method.

Keywords

• stochastic algorithms
• direct search methods
• gradient methods
• steepest descent algorithm
• curve fitting